| United States Treasury Notes
| - | 19.79% | - | - | 2,690,000 |
| United States Treasury Notes 0.14815%
| - | 19.77% | - | - | 2,690,000 |
| United States Treasury Notes 0.25926%
| - | 19.77% | - | - | 2,690,000 |
| United States Treasury Bonds 4.75%
| - | 7.43% | - | - | 1,000,000 |
| United States Treasury Notes 3.875%
| - | 6.00% | - | - | 820,000 |
| United States Treasury Notes 0.03704%
| - | 3.23% | - | - | 440,000 |
| Government National Mortgage Association
| - | 2.46% | - | - | 327,582 |
| Government National Mortgage Association
| - | 2.32% | - | - | 309,386 |
| Government National Mortgage Association
| - | 2.32% | - | - | 308,619 |
| Government National Mortgage Association
| - | 2.30% | - | - | 305,054 |